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Related papers: Modelling Global Trade with Optimal Transport

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We introduce a parsimonious multi-sector model of international production and use it to study the impact of a disruption in the production of some goods propagates to other goods and consumers, and how that impact depends on the goods'…

General Economics · Economics 2026-01-16 Matthew L. Elliott , Matthew O. Jackson

Algorithmic trading relies on machine learning models to make trading decisions. Despite strong in-sample performance, these models often degrade when confronted with evolving real-world market regimes, which can shift dramatically due to…

Machine Learning · Computer Science 2026-01-27 Haochong Xia , Simin Li , Ruixiao Xu , Zhixia Zhang , Hongxiang Wang , Zhiqian Liu , Teng Yao Long , Molei Qin , Chuqiao Zong , Bo An

Supply chain disruption can occur for a variety of reasons, including natural disasters or market dynamics for which resilient strategies should be designed. If the disruption is profound and with dire consequences for the economy, it calls…

Optimization and Control · Mathematics 2023-10-10 Mostafa Pazoki , Hamed Samarghandi , Mehdi Behroozi

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

Most real-world networks are weighted graphs with the weight of the edges reflecting the relative importance of the connections. In this work, we study non degree dependent correlations between edge weights, generalizing thus the…

Statistical Mechanics · Physics 2009-11-11 Jose J. Ramasco , Bruno Goncalves

A deep equilibrium model uses implicit layers, which are implicitly defined through an equilibrium point of an infinite sequence of computation. It avoids any explicit computation of the infinite sequence by finding an equilibrium point…

Machine Learning · Computer Science 2021-02-19 Kenji Kawaguchi

The global economy relies on the flow of goods over supply chain networks, with nodes as firms and edges as transactions between firms. While we may observe these external transactions, they are governed by unseen production functions,…

Machine Learning · Computer Science 2025-02-26 Serina Chang , Zhiyin Lin , Benjamin Yan , Swapnil Bembde , Qi Xiu , Chi Heem Wong , Yu Qin , Frank Kloster , Alex Luo , Raj Palleti , Jure Leskovec

In this research, we have empirically investigated the key drivers affecting liquidity in equity markets. We illustrated how theoretical models, such as Kyle's model, of agents' interplay in the financial markets, are aligned with the…

Computational Finance · Quantitative Finance 2020-04-28 Anastasia Bugaenko

This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important network statistics measuring…

Physics and Society · Physics 2009-11-13 Giorgio Fagiolo , Javier Reyes , Stefano Schiavo

This paper presents a modeling approach to infer scheduling and routing patterns from digital freight transport activity data for different freight markets. We provide a complete modeling framework including a new discrete-continuous…

Machine Learning · Computer Science 2023-11-28 Ali Nadi , Lóránt Tavasszy , J. W. C. van Lint , Maaike Snelder

The accelerated development in Grid and peer-to-peer computing has positioned them as promising next generation computing platforms. They enable the creation of Virtual Enterprises (VE) for sharing resources distributed across the world.…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 Rajkumar Buyya , Heinz Stockinger , Jonathan Giddy , David Abrams

Organizations typically train large models individually. This is costly and time-consuming, particularly for large-scale foundation models. Such vertical production is known to be suboptimal. Inspired by this economic insight, we ask…

Machine Learning · Computer Science 2023-12-11 Tzu-Heng Huang , Harit Vishwakarma , Frederic Sala

We apply the recently developed reduced Google matrix algorithm for the analysis of the OECD-WTO world network of economic activities. This approach allows to determine interdependences and interactions of economy sectors of several…

Trading and Market Microstructure · Quantitative Finance 2020-12-15 Célestin Coquidé , José Lages , Dima L. Shepelyansky

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

We consider the model of a transportation problem with the objective of finding a minimum-cost transportation plan for shipping a given commodity from a set of supply centers to the customers. Since the exact values of supply and demand and…

Optimization and Control · Mathematics 2023-01-31 Elif Garajová , Miroslav Rada

This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…

Trading and Market Microstructure · Quantitative Finance 2024-09-26 Neil A. Chriss

In economic and financial networks, the strength of each node has always an important economic meaning, such as the size of supply and demand, import and export, or financial exposure. Constructing null models of networks matching the…

General Finance · Quantitative Finance 2014-12-09 Rossana Mastrandrea , Tiziano Squartini , Giorgio Fagiolo , Diego Garlaschelli

We consider extensive data on Spanish international trades and population composition and, through statistical-mechanics and graph-theory driven analysis, we unveil that the social network made of native and foreign-born individuals plays a…

Physics and Society · Physics 2016-02-02 Elena Agliari , Adriano Barra , Andrea Galluzzi , Francisco Requena-Silvente , Daniele Tantari

The design of data markets has gained importance as firms increasingly use machine learning models fueled by externally acquired training data. A key consideration is the externalities firms face when data, though inherently freely…

Computer Science and Game Theory · Computer Science 2024-10-22 Anish Agarwal , Munther Dahleh , Thibaut Horel , Maryann Rui

Introduced in its contemporary form by George Kingsley Zipf in 1946, but with roots that go back to the work of Gaspard Monge in the 18th century, the gravity law is the prevailing framework to predict population movement, cargo shipping…

Physics and Society · Physics 2012-04-20 Filippo Simini , Marta C. González , Amos Maritan , Albert-László Barabási
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